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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Duman, Papatya, and Trockel, Walter. Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 632.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. A Knightian Irreversible Investment Problem. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 634.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann, Julian. Pricing Interest Rate Derivatives under Volatility Uncertainty. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 633.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, Annika, Schmeck, Maren Diane, and Khripunova Balci, Anna. The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 635.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm, Volker. Stable Balanced Expansion in Homogeneous Dynamic Models. Revised Version: May 12,2020. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 617.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini, Elena, de Angelis, Tiziano, Ferrari, Giorgio, and Gozzi, Fausto. Optimal Dividend Payout under Stochastic Discounting. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 636.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Federico, Salvatore, Ferrari, Giorgio, and Schuhmann, Patrick. Singular Control of the Drift of a Brownian System. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 637.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2944295 OA
Nendel, Max, Schmeck, Maren Diane, and Riedel, Frank. A Decompostion of General Premium Principles into Risk and Deviation. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 638.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Aslan, Fatma, Duman, Papatya, and Trockel, Walter. Duality for General TU-games Redefined. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 620.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. Submodular Mean Field Games. Existence and Approximation of Solutions. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 621.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck, Maren Diane, and Schmidli, Hanspeter. Mortality Options: the Point of View of an Insurer. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 616.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel, Max, and Röckner, Michael. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 618.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Rubbenstroth, Bodo. Game Options under Knightian Uncertainty in Discrete Time. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 619.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico, Salvatore, Ferrari, Giorgio, and Schuhmann, Patrick. A Model for the Optimal Management of Inflation. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 624.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Piccirilli, Marco, Schmeck, Maren Diane, and Vargiolu, Tiziano. Capturing the power options smile by an additive two-factor model for overlapping futures prices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 625.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Semigroups on Banach Lattices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 622.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
Nendel, Max. A Note on Stochastic Dominance and Compactness. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 623.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938204 OA
Barham, Victoria, Demeze-Jouatsa, Ghislain-Herman, and Pongou, Roland. Did Partisan Voters Spoil the Country? A Randomized-thought Experiment. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 626.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Dianetti, Jodi, and Ferrari, Giorgio. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 605.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Obradovic, Lazar. Locally Constant Model Uncertainty Risk Measure. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 609.
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